公司规模越大,则股票的累计超额收益率越大;
第二部分,考察盈余公告前的R平方和超额累计收益率的关系。
Using data around earnings announcement in Chinese market, this paper explores the topic about R square around earnings announcement.
IPO长期业绩的早期研究以算术平均的累计调整收益率为指标,发现我国新股存在着长期超额报酬。
By equal-weighted CAR, former researches on the long-run performance of Chinese IPOs have found that IPOs in Chinese stock exchanges outperform index in the three years after going public.
IPO长期业绩的早期研究以算术平均的累计调整收益率为指标,发现我国新股存在着长期超额报酬。
By equal-weighted CAR, former researches on the long-run performance of Chinese IPOs have found that IPOs in Chinese stock exchanges outperform index in the three years after going public.
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